Interest Rates Products

 
 
November Options Review
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Interest Rate Roll Tool
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.710 0 99.705 99.710 99.700 106358
Eurodollar GEM5 Jun 2015 99.540 -0.005 99.550 99.560 99.535 193858
Eurodollar GEU5 Sep 2015 99.320 -0.005 99.340 99.355 99.315 182818
Eurodollar GEZ5 Dec 2015 99.055 -0.01 99.080 99.095 99.055 166452
Eurodollar GEH6 Mar 2016 98.790 -0.01 98.830 98.835 98.790 127457
Eurodollar GEM6 Jun 2016 98.540 -0.005 98.575 98.585 98.535 97952
Eurodollar GEU6 Sep 2016 98.300 -0.01 98.330 98.350 98.300 70256
Eurodollar GEZ6 Dec 2016 98.095 -0.005 98.110 98.135 98.090 90289
10-Year U.S. Treasury Note ZNH5 Mar 2015 126'220 -0'005 126'220 126'265 126'165 387962
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 101'200 -0'010 101'210 101'235 101'185 1737
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 105'260 b 0 105'190 105'280 105'190 2062
2-Year Eurodollar Bundle BU2H5 Mar 2015 98.9175 a -0.0075 - 98.9400 98.9175 -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.5225 a -0.005 - 98.5425 98.5225 -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.0325 a -0.0025 - 98.0450 98.0250 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.710 0 99.705 99.710 99.700 106358
Eurodollar GEM5 Jun 2015 99.540 -0.005 99.550 99.560 99.535 193858
Eurodollar GEU5 Sep 2015 99.320 -0.005 99.340 99.355 99.315 182818
Eurodollar GEZ5 Dec 2015 99.055 -0.01 99.080 99.095 99.055 166452
Eurodollar GEH6 Mar 2016 98.790 -0.01 98.830 98.835 98.790 127457
Eurodollar GEM6 Jun 2016 98.540 -0.005 98.575 98.585 98.535 97952
Eurodollar GEU6 Sep 2016 98.300 -0.01 98.330 98.350 98.300 70256
Eurodollar GEZ6 Dec 2016 98.095 -0.005 98.110 98.135 98.090 90289
30-Day Federal Funds ZQG5 Feb 2015 99.875 0 99.875 99.875 99.870 1401
2-Year Eurodollar Bundle BU2H5 Mar 2015 98.9175 a -0.0075 - 98.9400 98.9175 -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.5225 a -0.005 - 98.5425 98.5225 -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.0325 a -0.0025 - 98.0450 98.0250 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 165'02 +0'01 164'27 165'05 164'01 39229
U.S. Treasury Bond ZBH5 Mar 2015 144'19 0 144'19 144'25 144'02 137372
10-Year U.S. Treasury Note ZNH5 Mar 2015 126'220 -0'005 126'220 126'265 126'165 387962
5-Year U.S. Treasury Note ZFH5 Mar 2015 118'235 -0'005 118'260 118'285 118'217 270540
3-Year U.S. Treasury Note Z3NZ4 Dec 2014 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'080 0 109'092 109'097 109'077 135651
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 100'107 b +0'002 100'105 100'105 100'105 500
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 101'200 -0'010 101'210 101'235 101'185 1737
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 105'260 b 0 105'190 105'280 105'190 2062
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 116'15 b +0'03 115'22 116'18 115'22 55
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 100.585 b +0.010 - 100.585 - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.